I just stick with one or two games and play nothing else, maybe I'll play something like a lightgun game to pass the time, if I keep on messing up on whatever I am trying to play.
Is playing easier shmups a good idea, because when you go back to your original game.. you may find it hard, and just stick to the easier game instead?
Classic Toaplan is good for some quick stress relief, particularly Flying Shark and Kyukyoku Tiger. I've been putting in quick sessions with Xevious arrangement recently too.
I tend to fall back on ESPGaluda very often when I get frustrated of the game I'm playing... which is Ibara, at the moment. Everytime I play it after Ibara sessions I get much further/score better in Galuda...
Muchos años después, frente al pelotón de fusilamiento...
I usually play something not in the same genre when I need to cool down from a shmup. An RPG usually does the trick as those are definitely not the most stressful games in the world.
I just take a looong break. Shmup sessions are very short for me, 3 credits max, so I don't really get frustrated. Playing more than 3 credits usually doesn't improve my play anyway, I just get worse and worse.
I rarely tend to play any shmups to the point where I get frustrated. But if there's something I desperately want to achieve there are couple games I can cool myself down a bit.
RefleX and Kamui are by far my favourite. You don't have to stress out on memorization or hard patterns and the gameplay is very reflex based so they're easily enjoyable.